Question (4) Given the following information, (i) draw an efficient frontier diagram for 2-Asset portfolio A&B where Y-axis = Return, X-axis = Risk (ii) determine the weightage (A&B) for a minimum variance portfolio (MVP) (iii) compute expected return and risk of the MVP (iv) compute optimal Sharpe ratio given risk free rate = 3%. 0_0A0Corr(RAR) WA= o + 03 - 2010g Corr(RA, RB) (Note: Use Excel Solver Optimization for weight in MVP and optimal Sharpe ratio). Asset B Return 12% 5% Standard Deviation 14% Correlation +0.30 19%